Stochastic Analysis and Related Topics VI (inbunden)
Inbunden (Hardback)
Antal sidor
1998 ed.
Birkhauser Boston Inc
Decreusefond, Laurent (red.)/Gjerde, Jon (red.)/Oksendal, Bernt (red.)
XII, 412 p.
234 x 156 x 24 mm
772 g
Antal komponenter
1 Hardback
Stochastic Analysis and Related Topics VI (inbunden)

Stochastic Analysis and Related Topics VI

Proceedings of the Sixth Oslo-Silivri Workshop Geilo 1996

Inbunden Engelska, 1998-12-01
Skickas inom 10-15 vardagar.
Fri frakt inom Sverige för privatpersoner.
Finns även som
Visa alla 2 format & utgåvor
This volume contains the contributions of the participants of the Sixth Oslo-Silivri Workshop on Stochastic Analysis, held in Geilo from July 29 to August 6, 1996. There are two main lectures * Stochastic Differential Equations with Memory, by S.E. A. Mohammed, * Backward SDE's and Viscosity Solutions of Second Order Semilinear PDE's, by E. Pardoux. The main lectures are presented at the beginning of the volume. There is also a review paper at the third place about the stochastic calculus of variations on Lie groups. The contributing papers vary from SPDEs to Non-Kolmogorov type probabilistic models. We would like to thank * VISTA, a research cooperation between Norwegian Academy of Sciences and Letters and Den Norske Stats Oljeselskap (Statoil), * CNRS, Centre National de la Recherche Scientifique, * The Department of Mathematics of the University of Oslo, * The Ecole Nationale Superieure des Telecommunications, for their financial support. L. Decreusefond J. Gjerde B. 0ksendal A.S. Ustunel PARTICIPANTS TO THE 6TH WORKSHOP ON STOCHASTIC ANALYSIS Vestlia H yfjellshotell, Geilo, Norway, July 28 -August 4, 1996. E-mail: Aureli ALABERT Departament de Matematiques Laurent DECREUSEFOND Universitat Autonoma de Barcelona Ecole Nationale Superieure des Telecom- 08193-Bellaterra munications CATALONIA (Spain) Departement Reseaux E-mail: alabert@mat. 46, rue Barrault Halvard ARNTZEN 75634 Paris Cedex 13 Dept. of Mathematics FRANCE University of Oslo E-mail: Box 1053 Blindern Laurent DENIS N-0316 Oslo C.M.I.
Visa hela texten

Passar bra ihop

  1. Stochastic Analysis and Related Topics VI
  2. +
  3. Dynamical Properties of Unconventional Magnetic Systems

De som köpt den här boken har ofta också köpt Dynamical Properties of Unconventional Magnetic... av A T Skjeltorp, David Sherrington (inbunden).

Köp båda 2 för 4368 kr


Har du läst boken? Sätt ditt betyg »


Main Lectures.- 1 Stochastic Differential Systems With Memory. Theory, Examples and Applications.- 2 Backward Stochastic Differential Equations and Viscosity Solutions of Systems of Semilinear Parabolic and Elliptic PDEs of Second Order.- Contributed Papers.- 3 Stochastic Analysis on Lie Groups.- 4 A Conditional Independence Property for the Solution of a Linear Stochastic Differential Equation with Lateral Conditions.- 5 Numerical Solution of the Pressure Equation for Fluid Flow in a Stochastic Medium.- 6 The Burgers Equation with a Non-Gaussian Random Force.- 7 A Verification Theorem for Combined Stochastic Control and Impulse Control.- 8 Energy Identities and Estimates for Anticipative Stochastic Integrals on a Riemannian Manifold.- 9 On Conditional Characteristic Functions of Second Order Wiener Functionals.- 10 A Variation of Parameters Solution of a Quasilinear Skohorod SDE using the Wick Product.- 11 Diagonal Estimates of Transition Densities for Jump Processes in Small Time.- 12 Non-Kolmogorov Probabilistic Models with p-adic Probabilities and Foundations of Quantum Mechanics.- 13 Smoothness of the Solution Operator of Stochastic Differential Equations with Infinite Dimensional Parameters.- 14 Nonlinear SPDEs: Colombeau Solutions and Pathwise Limits.- 15 Construction of a Quantum Field Linked to the Coulomb Potential.- 16 The Sard Inequality on Two Non-Gaussian Spaces.- 17 Regularity of the Law for a Class of Anticipating Stochastic Differential Equations.- 18 Fubini's Theorem for Plane Stochastic Integrals.- 19 Stability and Vanishing Viscosity for a Class of SPDEs Related to Turbulent Transport.- 20 Probabilistic Interpretation of the Symmetry Group of Heat Equations.- 21 On the Strong Feller Property of the Semi-Groups Generated by Non-Divergence Operators with LP Drift.